Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49720.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43679.38 Kr¶

PnL: ---------------------------------------> -1196.2 Kr¶

DD now: ---------------------------------> -6.401 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 12:00:44.126328'

Anic Portfolio¶

Today¶

Return: 0.289 %¶

This Week¶

Return: -2.032 %¶

Total portfolio value¶

Return including deposits: 62.772 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.860000 1527.090000 104.090000 7.310000 1423.000014
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Nederman Holding 1 -4.270000 202.000000 3.000000 1.510000 199.000000
Hennes & Mauritz B 6 -1.140000 914.520000 2.520000 0.280000 912.000000
JM 7 1.270000 952.000000 2.000000 0.210000 950.000002
Atrium Ljungberg B 5 0.500000 898.500000 -5.500000 -0.610000 904.000000
ASSA ABLOY B 4 -0.240000 986.400000 -6.600000 -0.660000 993.000000
Biotage 1 -1.510000 139.850000 -9.150000 -6.140000 149.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
OX2 12 -0.990000 897.600000 -11.400000 -1.250000 909.000000
Bufab 3 0.280000 1062.600000 -13.400000 -1.250000 1076.000001
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
AcadeMedia 20 -0.820000 962.000000 -16.000000 -1.640000 978.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
Vitrolife 3 0.370000 659.400000 -17.600000 -2.600000 677.000001
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Vitec Software Group B 2 -1.900000 1084.000000 -20.000000 -1.810000 1104.000000
Latour B 4 -1.420000 836.000000 -20.000000 -2.340000 856.000000
Investor B 3 -0.330000 635.550000 -22.450000 -3.410000 657.999999
SKF B 5 0.870000 956.750000 -23.250000 -2.370000 980.000000
Sandvik 4 0.440000 822.000000 -26.000000 -3.070000 848.000000
Byggmax Group 33 0.280000 938.520000 -28.480000 -2.950000 966.999990
Sagax B 4 -1.380000 856.000000 -29.000000 -3.280000 885.000000
Addnode Group B 7 -1.420000 875.000000 -30.000000 -3.310000 904.999998
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Hoist Finance 36 0.560000 977.400000 -33.600000 -3.320000 1010.999988
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Hexatronic Group 15 -1.120000 1032.900000 -38.100000 -3.560000 1071.000000
Platzer Fastigheter Holding B 12 0.130000 909.600000 -41.400000 -4.350000 951.000000
EQT 4 -2.450000 828.400000 -44.600000 -5.110000 873.000000
Catena 2 -0.480000 752.800000 -53.200000 -6.600000 806.000000
HEXPOL B 8 -4.160000 902.400000 -54.600000 -5.710000 957.000000
Orrön Energy 170 -3.140000 1989.850000 -56.150000 -2.740000 2045.999980
Hexagon B 26 -0.810000 3356.600000 -63.400000 -1.850000 3420.000012
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 1.670000 2607.720000 -375.860000 -12.600000 2983.577733
TOTAL 43688.440000 -1187.140000 -6.3835% 44875.578016

Updated:¶

'2023-06-21 11:58:59.852894'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶